+11,596.6%
LIN vs SO
+4,288.4%
+7,308.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +3.3% | +1.7% | +1.5% | +2.6% |
| 30D | +8.8% | +11.1% | -2.4% | +4.6% |
| 3M | +8.6% | +0.7% | +7.9% | +8.2% |
| 6M | +7.0% | -1.4% | +8.4% | +7.3% |
| YTD | +24.3% | +9.4% | +14.9% | +19.7% |
| 1Y | +27.3% | +3.7% | +23.5% | +24.9% |
| 3Y | +38.9% | +46.7% | -7.8% | +18.6% |
| 5Y | +69.4% | +78.9% | -9.5% | +32.8% |
| 10Y | +440.7% | +180.3% | +260.4% | +252.5% |
| All | +11,596.6% | +4,288.4% | +7,308.1% | +4,398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling